+52.8%
IONQ vs EXR
-0.3%
+53.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +23.8% |
| 7D | +8.6% | +5.2% | +3.4% | +4.5% |
| 30D | -21.1% | +20.9% | -42.0% | -31.4% |
| 3M | -17.9% | +7.7% | -25.6% | -22.5% |
| 6M | -37.9% | +13.2% | -51.1% | -44.2% |
| YTD | -27.3% | +26.5% | -53.8% | -39.9% |
| 1Y | -43.2% | +27.2% | -70.4% | -53.4% |
| 3Y | +191.0% | +71.5% | +119.5% | +78.6% |
| All | +52.8% | -0.3% | +53.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling